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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.06%
3d Period Avg+16.41%
swing±49.64%
LONG Bybit · now
+11.14%
3d avg:+37.87%
SHORT LBank · now
+35.21%
3d avg:+54.28%
Entry Spread Now
+0.088%
Eaten by executionL 0.02284 · S 0.02286+$8.76 if it converges
24h range −0.31%…+0.57% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.52
−0.10%
$Avg Daily PnL
+$4.49
+0.0449%
★Best Day
+$7.89
Sep 30
◎Open Interest
Bybit$1.52M
LBank—⚡Funding APR
+16.40%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
Bybit$126.5KLBank$466.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.